| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 142.48% | 87.93% |
| Max Drawdown | -39.05% | -93.44% |
| Sharpe | 0.6 | 0.4 |
| Sortino | 0.97 | 0.59 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.53 | 1.09 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.23 | 1.03 |
| Outlier Win Ratio | 33.65 | 3.31 |
| Outlier Loss Ratio | 3.48 | 2.79 |
| Volatility (ann.) | 20.03% | 53.81% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.25 | 0.35 |
| Skew | 2.36 | 0.43 |
| Kurtosis | 47.95 | 11.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.33% | 2.36% |
| Expected Yearly % | 34.35% | 23.41% |
| Kelly Criterion | 7.53% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.57% |
| Expected Shortfall (cVaR) | -1.69% | -4.57% |
| Year | 12254759:SOLUSD | 12254759:solusd:triple_med_gx:lsma270_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 19.05 | -0.21 | + |
| 2023 | 921.46 | 50.81 | 0.06 | - |
| 2024 | 62.91 | 35.06 | 0.56 | - |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| MTD | 8.68% | 30.97% |
| 3M | 9.16% | 31.98% |
| 6M | 44.93% | 179.83% |
| YTD | 35.06% | 62.91% |
| 1Y | 51.37% | 696.5% |
| 3Y (ann.) | 48.76% | 32.7% |
| 5Y (ann.) | 48.76% | 32.7% |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Max Drawdown | -39.05% | -93.44% |
| Longest DD Days | 422.0 | 703.0 |
| Avg. Drawdown | -6.72% | -10.48% |
| Avg. Drawdown Days | 25.0 | 40.0 |
| Recovery Factor | 3.65 | 0.94 |
| Ulcer Index | inf | 2.24 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2023-12-02 | -39.05 | 422 |
| 2022-07-19 | 2022-09-29 | -19.05 | 71 |
| 2024-04-01 | 2024-05-31 | -16.06 | 60 |
| 2022-06-16 | 2022-07-15 | -14.27 | 29 |
| 2024-01-11 | 2024-02-28 | -13.33 | 48 |
| 2022-06-12 | 2022-06-15 | -12.61 | 3 |
| 2022-04-14 | 2022-04-19 | -9.18 | 5 |
| 2024-01-06 | 2024-01-08 | -7.74 | 2 |
| 2024-03-08 | 2024-03-30 | -7.62 | 21 |
| 2022-03-25 | 2022-03-27 | -6.11 | 2 |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -10.37% | -26.94% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -16.03% | -51.66% |
| Best Month | 30.13% | 140.02% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 50.81% | 921.46% |
| Worst Year | 19.05% | -88.71% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.57% | -1.62% |
| Avg. Up Week | 8.59% | 15.48% |
| Avg. Down Week | -5.96% | -7.5% |
| Avg. Up Month | 15.0% | 49.57% |
| Avg. Down Month | -11.37% | -17.15% |
| Win Days % | 51.06% | 50.62% |
| Win Month % | 68.18% | 48.15% |
| Win Week % | 62.22% | 45.38% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |